refactor: align naming for clean_ohlcv_dataframe
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@@ -59,14 +59,14 @@ def ohlcv_to_dataframe(
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def clean_ohlcv_dataframe(
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def clean_ohlcv_dataframe(
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data: DataFrame, timeframe: str, pair: str, *, fill_missing: bool, drop_incomplete: bool
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dataframe: DataFrame, timeframe: str, pair: str, *, fill_missing: bool, drop_incomplete: bool
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) -> DataFrame:
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) -> DataFrame:
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"""
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"""
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Cleanse a OHLCV dataframe by
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Cleanse a OHLCV dataframe by
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* Grouping it by date (removes duplicate tics)
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* Grouping it by date (removes duplicate tics)
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* dropping last candles if requested
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* dropping last candles if requested
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* Filling up missing data (if requested)
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* Filling up missing data (if requested)
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:param data: DataFrame containing candle (OHLCV) data.
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:param dataframe: DataFrame containing candle (OHLCV) data.
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:param timeframe: timeframe (e.g. 5m). Used to fill up eventual missing data
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:param timeframe: timeframe (e.g. 5m). Used to fill up eventual missing data
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:param pair: Pair this data is for (used to warn if fillup was necessary)
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:param pair: Pair this data is for (used to warn if fillup was necessary)
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:param fill_missing: fill up missing candles with 0 candles
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:param fill_missing: fill up missing candles with 0 candles
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@@ -75,7 +75,7 @@ def clean_ohlcv_dataframe(
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:return: DataFrame
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:return: DataFrame
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"""
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"""
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# group by index and aggregate results to eliminate duplicate ticks
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# group by index and aggregate results to eliminate duplicate ticks
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data = data.groupby(by="date", as_index=False, sort=True).agg(
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dataframe = dataframe.groupby(by="date", as_index=False, sort=True).agg(
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{
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{
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"open": "first",
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"open": "first",
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"high": "max",
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"high": "max",
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@@ -86,13 +86,13 @@ def clean_ohlcv_dataframe(
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)
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)
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# eliminate partial candle
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# eliminate partial candle
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if drop_incomplete:
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if drop_incomplete:
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data.drop(data.tail(1).index, inplace=True)
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dataframe.drop(dataframe.tail(1).index, inplace=True)
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logger.debug("Dropping last candle")
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logger.debug("Dropping last candle")
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if fill_missing:
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if fill_missing:
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return ohlcv_fill_up_missing_data(data, timeframe, pair)
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return ohlcv_fill_up_missing_data(dataframe, timeframe, pair)
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else:
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else:
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return data
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return dataframe
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def ohlcv_fill_up_missing_data(dataframe: DataFrame, timeframe: str, pair: str) -> DataFrame:
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def ohlcv_fill_up_missing_data(dataframe: DataFrame, timeframe: str, pair: str) -> DataFrame:
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